NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
46.57 |
47.04 |
0.47 |
1.0% |
44.99 |
High |
47.40 |
47.95 |
0.55 |
1.2% |
47.95 |
Low |
46.28 |
46.49 |
0.21 |
0.5% |
44.00 |
Close |
47.35 |
47.14 |
-0.21 |
-0.4% |
47.14 |
Range |
1.12 |
1.46 |
0.34 |
30.4% |
3.95 |
ATR |
1.64 |
1.63 |
-0.01 |
-0.8% |
0.00 |
Volume |
39,190 |
60,049 |
20,859 |
53.2% |
210,886 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.57 |
50.82 |
47.94 |
|
R3 |
50.11 |
49.36 |
47.54 |
|
R2 |
48.65 |
48.65 |
47.41 |
|
R1 |
47.90 |
47.90 |
47.27 |
48.28 |
PP |
47.19 |
47.19 |
47.19 |
47.38 |
S1 |
46.44 |
46.44 |
47.01 |
46.82 |
S2 |
45.73 |
45.73 |
46.87 |
|
S3 |
44.27 |
44.98 |
46.74 |
|
S4 |
42.81 |
43.52 |
46.34 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.21 |
56.63 |
49.31 |
|
R3 |
54.26 |
52.68 |
48.23 |
|
R2 |
50.31 |
50.31 |
47.86 |
|
R1 |
48.73 |
48.73 |
47.50 |
49.52 |
PP |
46.36 |
46.36 |
46.36 |
46.76 |
S1 |
44.78 |
44.78 |
46.78 |
45.57 |
S2 |
42.41 |
42.41 |
46.42 |
|
S3 |
38.46 |
40.83 |
46.05 |
|
S4 |
34.51 |
36.88 |
44.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.95 |
44.00 |
3.95 |
8.4% |
1.54 |
3.3% |
79% |
True |
False |
42,177 |
10 |
47.95 |
40.29 |
7.66 |
16.2% |
1.79 |
3.8% |
89% |
True |
False |
38,218 |
20 |
47.95 |
38.14 |
9.81 |
20.8% |
1.65 |
3.5% |
92% |
True |
False |
37,794 |
40 |
47.95 |
38.14 |
9.81 |
20.8% |
1.53 |
3.2% |
92% |
True |
False |
30,662 |
60 |
47.95 |
33.98 |
13.97 |
29.6% |
1.58 |
3.3% |
94% |
True |
False |
27,530 |
80 |
47.95 |
32.22 |
15.73 |
33.4% |
1.66 |
3.5% |
95% |
True |
False |
23,771 |
100 |
47.95 |
32.22 |
15.73 |
33.4% |
1.55 |
3.3% |
95% |
True |
False |
20,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.16 |
2.618 |
51.77 |
1.618 |
50.31 |
1.000 |
49.41 |
0.618 |
48.85 |
HIGH |
47.95 |
0.618 |
47.39 |
0.500 |
47.22 |
0.382 |
47.05 |
LOW |
46.49 |
0.618 |
45.59 |
1.000 |
45.03 |
1.618 |
44.13 |
2.618 |
42.67 |
4.250 |
40.29 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
47.22 |
46.94 |
PP |
47.19 |
46.75 |
S1 |
47.17 |
46.55 |
|